[R] R question
Kjetil Brinchmann Halvorsen
kjetil at acelerate.com
Sun Sep 5 14:12:04 CEST 2004
house-ball wrote:
Why do you repeat an unclear question fou times? Please read the posting
guide.
It is not clear what is your problem.
Kjetil halvorsen
>Hi,
>
>Would you help me solve the following question? Thanks.
>
>my program is as follows:
>
>
>
>>library(mvtnorm)
>>
>>
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>>value<-pmvnorm(lower=-Inf, upper=-2.178, mean=0, sigma=1)+ pmvnorm(lower=2.178, upper=Inf, mean=0, sigma=1)+ pmvnorm(lower=c(-2.178,-Inf),upper=c(2.178,-2.178),mean=0,corr=diag(2)*sqrt(0.5))+ pmvnorm(lower=c(-2.178,2.178),upper=c(2.178,Inf),mean=0,corr=diag(2)*sqrt(0.5))
>>
>>
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>>value
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>>
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>[1] 0.05794736
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>Now if I try to set the probability=0.05 and find the approximate critical value. (The answer should be somewhere between 2.1782 and 2.1783.)
>
>I write about this R program as follows but I donÂ¡Â¦t know how to get the value of x which is between 2.1782 and 2.1783. Would you check out whatÂ¡Â¦s a problem with my program ? Thanks.
>
>
>
>library(mvtnorm)
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>value<-array(1000)
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>a<-array(1000)
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>
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>a<-seq(2,3,by=0.001)
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>for(i in 1000)
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>{
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> x<-a[i]
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> value[i]<-2*(pmvnorm(lower=-Inf, upper=-x, mean=0, sigma=1)+
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> pmvnorm(lower=c(-x,-Inf),upper=c(x,-x),mean=0,corr=diag(2)*sqrt(0.5)))
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> if(value[i]-0.05<0.001)
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> print(x)
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>}
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>
>
>Chia-Yi
>
>
>
>
>---------------------------------
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>
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>
>
>
--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra
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